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Liquidity and interest rates
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Zeitreihenanalyse
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Franses, Philip Hans
139
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127
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Gil-Alaña, Luis A.
122
Caporale, Guglielmo Maria
105
Lütkepohl, Helmut
72
Sibbertsen, Philipp
72
Koop, Gary
71
Härdle, Wolfgang
68
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
McAleer, Michael
60
Swanson, Norman R.
60
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59
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Hassler, Uwe
52
Lucas, André
52
Feng, Yuanhua
50
Granger, C. W. J.
50
Hyndman, Rob J.
49
Dijk, Herman K. van
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Engle, Robert F.
46
Hallin, Marc
46
Bauwens, Luc
45
Proietti, Tommaso
43
Kapetanios, George
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Mills, Terence C.
40
Timmermann, Allan
40
Hendry, David F.
39
Robinson, Peter M.
39
Stock, James H.
39
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31
Umeå universitet
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Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
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Journal of econometrics
328
International journal of forecasting
317
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Journal of forecasting
224
Econometric theory
190
Discussion paper / Tinbergen Institute
171
Econometric reviews
133
Economic modelling
114
Applied economics
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Computational economics
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
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75
Applied economics letters
70
CREATES research paper
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Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
60
EUI working paper / ECO
59
Working paper / National Bureau of Economic Research, Inc.
59
Cowles Foundation discussion paper
55
NBER working paper series
55
Energy economics
54
Journal of empirical finance
54
Oxford bulletin of economics and statistics
54
CESifo working papers
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Tinbergen Institute Discussion Paper
50
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
Technical Report
46
SFB 649 discussion paper
45
Finance research letters
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ECONIS (ZBW)
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EconStor
319
USB Cologne (EcoSocSci)
3
ArchiDok
1
RePEc
1
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1
Wavelet multiresolution analysis of the
liquidity
effect and monetary neutrality
Habimana, Olivier
- In:
Computational economics
53
(
2019
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10012134542
Saved in:
2
The impact of financial
liquidity
on the exchange rate of the Chinese Yuan Renminbi against the United States Dollar under interest rate liberalization : evidence from Shibor
Wu, Zhenyu
;
Wu, Maoguo
- In:
International journal of economics and finance
10
(
2018
)
5
,
pp. 87-95
Persistent link: https://www.econbiz.de/10011861066
Saved in:
3
State-space of the Vasicek model for long-term bonds with Kalman filter
Mawonike, Romeo
;
Ikpe, Dennis
;
Gyamerah, Samuel Asante
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014304258
Saved in:
4
Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the US
Bierens, Herman J.
-
1996
Persistent link: https://www.econbiz.de/10000941283
Saved in:
5
Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
Enders, Walter
;
Granger, C. W. J.
-
1996
Persistent link: https://www.econbiz.de/10000955311
Saved in:
6
Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier
-
1996
Persistent link: https://www.econbiz.de/10000955737
Saved in:
7
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
8
Interest rates linkages between the French, German and USA interest rates : econometric evidence for the "German and US dominance" hypothesis
Fisher, Lance A.
;
Joyeux, Roselyne
;
Worner, William E.
-
1997
Persistent link: https://www.econbiz.de/10000982788
Saved in:
9
Zinsprognosen
Alexander, Volbert
;
Hohl, Hans-Werner
-
1998
Persistent link: https://www.econbiz.de/10000988850
Saved in:
10
Bond markets and macroeconomic performance
Caporale, Guglielmo Maria
;
Williams, Geoffrey
-
1998
Persistent link: https://www.econbiz.de/10000988852
Saved in:
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